+60.1%
STLD vs PFGC
+12.5%
+47.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +13.5% | -16.6% | -3.4% |
| 7D | -3.9% | +13.9% | -17.8% | -4.3% |
| 30D | -0.4% | +18.4% | -18.7% | -1.2% |
| 3M | -9.2% | -2.5% | -6.7% | -7.8% |
| 6M | +5.0% | +26.0% | -21.1% | +2.2% |
| YTD | +42.8% | +21.9% | +21.0% | +38.0% |
| 1Y | +60.1% | +13.4% | +46.7% | +55.3% |
| All | +60.1% | +12.5% | +47.6% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling